@article{CHEN Ranran_621, author = {CHEN Ranran; LI Gaorong}, title = {Testing for Covariance Matrices in Panel Data Models with Interactive Fixed Effect}, publisher = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, year = {2019}, journal = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, volume = {35}, number = {6}, eid = {621}, pages = {621-638}, keywords = {
high-dimensional panel data; interactive fixed effect; covariance matrices; Frobenius norm
}, doi = http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2019.06.006 }